+2.9%
SSPC vs PENG
-38.2%
+41.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +12.4% | -29.7% | -11.1% |
| 7D | -4.7% | -19.4% | +14.7% | -9.0% |
| 30D | +36.6% | -42.4% | +79.0% | +18.0% |
| 3M | -49.5% | -25.6% | -23.8% | -50.0% |
| All | +2.9% | -38.2% | +41.1% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · Available span rolling